Boston Scientific Corp APARCH Volatility Analysis
Volatility prediction for Monday, October 26th, 2026
1 Day
33.94%
1 Week
34.25%
1 Month
35.43%
Analysis last updated: Friday, October 23, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 20, 1992 to Oct 23, 2026Model Insight
With persistence 0.990, volatility shocks have a half-life of 71 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 0.93 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
Leverage: Negative returns increase volatility 389% more than positive returns
APARCH Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0285 | 4.36*** |
| αARCH | 0.0447 | 6.19*** |
| βGARCH | 0.9553 | 140.43*** |
| γleverage | 0.6932 | 4.35*** |
| δpower | 0.9296 | 5.50*** |
0.990
Persistence71d
Half-lifeAPARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0285 | 4.36*** |
α ARCH Response to squared shocks | 0.0447 | 6.19*** |
β GARCH Volatility persistence | 0.9553 | 140.43*** |
γ leverage Additional response to negative shocks | 0.6932 | 4.35*** |
δ power Transformation power | 0.9296 | 5.50*** |
Persistence:
0.990
Half-life:
71 days
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